The following pages link to (Q3911817):
Displaying 16 items.
- Une extension des théorèmes de Ray et Knight sur les temps locaux Browniens. (An extension of the theorems of Ray and Knight on Brownian local times) (Q756864) (← links)
- An explicit solution to the Skorokhod embedding problem for functionals of excursions of Markov processes (Q875905) (← links)
- On the excursion theory for linear diffusions (Q1000331) (← links)
- Excursions of a \(BES_ o(d)\) and its drift term \((0<d<1)\) (Q1116190) (← links)
- The joint law of the maximum and terminal value of a martingale (Q1326340) (← links)
- The Azéma-Yor embedding in non-singular diffusions. (Q1766021) (← links)
- The minimum maximum of a continuous martingale with given initial and terminal laws (Q1872282) (← links)
- On a first hit distribution of the running maximum of Brownian motion (Q2145826) (← links)
- An explicit Skorokhod embedding for the age of Brownian excursions and Azéma martingale. (Q2574635) (← links)
- Constructing Self-Similar Martingales via Two Skorokhod Embeddings (Q3086813) (← links)
- It� excursion theory via resolvents (Q3308821) (← links)
- Last exit decompositions and regularity at the boundary of transition probabilities (Q3344939) (← links)
- A decomposition of Bessel Bridges (Q3943774) (← links)
- The calculus of boundary processes (Q5186516) (← links)
- Asymptotics of first-passage time over a one-sided stochastic boundary (Q5919596) (← links)
- Limit theorems of Brownian additive functionals (Q6104277) (← links)